i spent more times to solve transient cause relay contact, but i can't solve. i want to try Solid State Relay but its spend more money. How about snubber circuit and schematic? what caps and resistor value needed for shield my arduino board. plz help 
Insufficient data.
Require
1- Schematic
2- Electrical Specifications of circuit
3- Relay specs or criteria
4- Detailed description of symptoms
5-
How about snubber circuit and schematic?
Seriously, how do expect anyone to provide this when you have provided no information. In the future, please reread your posts before posting and ask yourself
"Is this possible with the information I have provided ? Did I leave anything out ?"
hehe, im sorry, im newbie here. this is my circuit http://postimg.org/image/ubyw78ar7/. I use the same external power 12v from adaptor for relay and arduino. i try adding caps ceramic 100nf across LCD power and nothing change. the garbled show after 3 times relay on, LCD used to show temp and humidity from DHT11 sensor. sorry 4 my bad language :D,
You need de-coupling caps close to relay and filter caps (470uF to 1000uF ) close to LCD . I would start by adding at least 2.2uF across relay coil and increase as needed.
Try a dc relay snubber circuit. (across the coil)
I know relay snubber usually go across the contacts but maybe if you put one across the coil it will work. On the other hand, it might make it worse. I've never tried it myself so it's up to you if you want try it.
The 12volt relay supply. Where does that come from.
Is that also used to supply the Arduino.
If so, adding a 470-1000uF electrolytic cap across the 12volt line, as sugested by raschemmel, is a good start.
I hope you drew that diagram wrong.
BD139 ground should connect to Arduino ground, but should NOT be connected to lamp ground (you use the same symbol).
Relay contact should be connected to phase, and lamp should be connected to neutral.
Leo..
What is the power source for the Arduino and the LCD ?
Are either of them running off AC/DC Wall Adaptors ?
Thanks all! I separated the power source of sensor DHT11 from arduino 5v to another power source 5v. Im using transformator CT 2A and made 2 power source. 12v for arduino and relay, 5v to protect another component from relay transient. LCD 16x2 still using 5v from arduino. I used snubber circuit from @raschemmel suggestion using resistor 47 ohm 1/2 watt and caps mylar 450v 2,2mf and still get feedback from relay to arduino maybe. try add caps elco 1000mf 16v to 12v relay power and still get garbled if i not separate the sensor power. any suggestion?
caps elco 1000mf 16v
this should be "caps electrolytic 1000uF 16V"
You need to be systematic in isolating problem.
step-1: Remove snubber from relay coil (explain why later)
step- 2: Put largest electrolytic cap you have on 5V close to where the LCD power is
connected.
step- 3: Put largest electrolytic cap you have on 12V INPUT to arduino (you really
shouldn't use
anything higher than 9V in the external dc barreljack because it heats up the
5V regulator)
I separated the power source of sensor DHT11 from arduino 5v to another power source 5v. Im using transformator CT 2A and made 2 power source. 12v for arduino and relay,
LCD 16x2 still using 5v from arduino
If the problem is the relay transients corrupting the LCD display then the only things you need to isolate is the relay from the arduino and LCD. The sensor should not be part of this discussion.
this is BAD. LCD and arduino should NOT be powered by same P.S. as relay.
step-4: Isolate arduino and LCD from relay by using SEPARATE power sources.
thx raschemmel for ur very informative post. very helped for me :), using caps electroliytic 1000uf 16v still dont get garble, lcd power still using 5v from arduino, and dht11 vcc i put in 3,3v from arduino and GND sensor using another GND from arduino just separate LCD GND from DHT11 GND. Could you explain me about separate Digital GND and Analog GND or Combine them? is there any issue ?
Why i play with power sensor is cause when i removed it from arduino, LCD just fine, and when use it, LCD got garbled. I think there is issue about communication sensor value to LCD.
I don't know what to say about that. It sounds like it bears more scrutiny.
You have come very close to telling us this whole relay thing was a red herring and the real problem has nothing to do with the relay.
You need to confirm or deny that because as it stands, it looks an Xy PROBLEM
hehe, but thanks a lot @raschemmel 
Hi,
Can you please post a copy of your complete circuit, in CAD or a picture of a hand drawn circuit in jpg, png?
Can you please post a copy of your sketch, using code tags?
They are made with the </> icon in the reply Menu.
See section 7 http://forum.arduino.cc/index.php/topic,148850.0.html
Please use REPLY rather than QUICK REPLY and it has an attachment facility, so you can post your pictures as an attachment.
Tom..... 